On the left navigation under formats, select "show more formats" and click on shapefiles for data ready to import into ArcGIS. There is also geospatial data in html, kml (Google Earth) and other formats.
The World Bank now makes all of its data (including all 7000 World Development Indicators for over 200 countries) available free of charge, a move that may well effect a decisive cultural shift in favor of open data among international organizations generally.
Open to all scientific data from all disciplines worldwide. It includes the world's largest collection of social science research data. If you would like to upload your research data, first create a dataverse and then create a study.
This database of open access qualitative data is maintained by the Economic and Social Data Service, which is associated with the UK Data Archive at the University of Essex. It has been a pioneer in digital preservation as well as metadata development for data archives.